+87.9%
TRGP vs REPL
+125.1%
-37.3%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -6.5% | +28.8% | -35.3% | -6.6% |
| 30D | -0.4% | +57.3% | -57.8% | -0.7% |
| 3M | +8.8% | +73.6% | -64.8% | +8.5% |
| 6M | +11.0% | +582.8% | -571.8% | +9.9% |
| YTD | +57.4% | +112.9% | -55.5% | +53.6% |
| 1Y | +87.9% | +130.7% | -42.8% | +86.6% |
| All | +87.9% | +125.1% | -37.3% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling